Return to the Home screen
Double press the Home button to open the Multi-task bar. That shows you the running tasks - you can flick left to see more (if any).
To close them (you have to do it one-by-one) press and hold *any* icon until they all start to jiggle. Now touch the upper left hand corner of the app you want to close. It closes (but, of course, does not delete!) the app.
Now press the Home button once to return to the Home screen.
Have fun!
Tim